Arnab Sircar

Ever since grade school, I've been passionate about reading and understanding the in-depth details of several, diverse topics. I'm so glad that at Penn, I've been able to explore my interests from a methodological, yet still interdisciplinary lens through choices from the nearly unlimited programs and opportunities available to us and through meaningful relationships with mentors. I've been fortunate to be involved in many such opportunities that have helped in shaping my academic journey, and I'm hoping that my experiences can help me be of guidance to any students looking to succeed in research or in developing projects. 

My research interests are broadly concentrated in statistics, econometrics, macro-finance theory, asset pricing, mathematical economics, theory of machine learning, network science, and computational methods for social science. Most recently, I've been working on statistical and machine learning-based approaches toward capturing the smoothness in illiquid asset price and return series for private equity and other alternative investments. I'm also currently studying the expressivity of the transformer architecture for various function classes such as autoregressive processes and boolean functions. In the past, I've worked on problems ranging from developing guarantees of robustness for Mixture of Expert (MoE) architectures in machine learning to abstract problems like quantifying prevalence of common sense.

I enjoy discussing all kinds of topics, so please don't hesitate to reach out to me if you have any questions regarding research or are looking for opportunities. Happy to help in any way I can!

• Research Assistant, Jacobs Levy Equity Management Center for Quantitative Financial Research
• Research Assistant, Prof. Christopher Geczy, (FNCE)
• Research Assistant, Prof. Duncan Watts and Dr. Mark Whiting, Computational Social Science Lab
• Research Intern, CSAIL and Sloan School of Management, Massachusetts Institute of Technology
• Oral presentation at International Conference on Computational Social Science (IC2S2, 2024)
• Best Student Paper award -- IEEE 8th International Conference on Collaboration and Internet Computing (2022)
• Published papers in composite index generation for efficient aggregation of expert opinions